ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 22-Aug-2011

Day Change Summary
	Previous	Current
	19-Aug-2011	22-Aug-2011	Change	Change %	Previous Week
Open	122-220	122-190	-0-030	-0.1%	122-050
High	122-240	122-190	-0-050	-0.1%	123-020
Low	122-110	122-090	-0-020	-0.1%	122-020
Close	122-180	122-140	-0-040	-0.1%	122-180
Range	0-130	0-100	-0-030	-23.1%	1-000
ATR	0-137	0-134	-0-003	-1.9%	0-000
Volume	17,058	51,980	34,922	204.7%	32,038

Daily Pivots for day following 22-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-120	123-070	122-195
R3	123-020	122-290	122-168
R2	122-240	122-240	122-158
R1	122-190	122-190	122-149	122-165
PP	122-140	122-140	122-140	122-128
S1	122-090	122-090	122-131	122-065
S2	122-040	122-040	122-122
S3	121-260	121-310	122-112
S4	121-160	121-210	122-085

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-180	125-020	123-036
R3	124-180	124-020	122-268
R2	123-180	123-180	122-239
R1	123-020	123-020	122-209	123-100
PP	122-180	122-180	122-180	122-220
S1	122-020	122-020	122-151	122-100
S2	121-180	121-180	122-121
S3	120-180	121-020	122-092
S4	119-180	120-020	122-004

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-020	122-020	1-000	0.8%	0-124	0.3%	38%	False	False	16,379
10	123-020	121-030	1-310	1.6%	0-168	0.4%	68%	False	False	9,831
20	123-020	119-080	3-260	3.1%	0-122	0.3%	84%	False	False	5,304
40	123-020	117-270	5-070	4.3%	0-061	0.2%	88%	False	False	2,660

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-033
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-295
2.618	123-132
1.618	123-032
1.000	122-290
0.618	122-252
HIGH	122-190
0.618	122-152
0.500	122-140
0.382	122-128
LOW	122-090
0.618	122-028
1.000	121-310
1.618	121-248
2.618	121-148
4.250	120-305

Fisher Pivots for day following 22-Aug-2011
Pivot	1 day	3 day
R1	122-140	122-215
PP	122-140	122-190
S1	122-140	122-165

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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